+893.6%
ITOT vs SM
+198.8%
+694.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.4% | -0.2% | -0.1% | -0.4% |
| 30D | -1.6% | +20.3% | -21.9% | -3.9% |
| 3M | +3.5% | +22.9% | -19.4% | +0.2% |
| 6M | +13.1% | +47.8% | -34.7% | +6.2% |
| YTD | +12.7% | +107.5% | -94.7% | +0.9% |
| 1Y | +18.3% | +51.7% | -33.4% | +9.8% |
| 3Y | +76.4% | -0.9% | +77.2% | +69.1% |
| 5Y | +73.8% | +112.2% | -38.5% | +45.7% |
| 10Y | +301.2% | +20.3% | +280.9% | +173.5% |
| All | +893.6% | +198.8% | +694.8% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling